COVARIANCES OF LEAST-SQUARES ESTIMATES WHEN RESIDUALS ARE CORRELATED

被引:6
作者
SIDDIQUI, MM
机构
来源
ANNALS OF MATHEMATICAL STATISTICS | 1958年 / 29卷 / 04期
关键词
D O I
10.1214/aoms/1177706456
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
引用
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页码:1251 / 1256
页数:6
相关论文
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GRENANDER, U .
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[2]  
GRENANDER U, 1957, STATISTICAL ANALYSIS, pCH7
[3]   ON THE ESTIMATION OF REGRESSION-COEFFICIENTS OF A VECTOR-VALUED TIME-SERIES WITH A STATIONARY RESIDUAL [J].
ROSENBLATT, M .
ANNALS OF MATHEMATICAL STATISTICS, 1956, 27 (01) :99-121
[4]  
SIDDIQUI MM, 1957, U N CAROLINA I MATH, V164